The best way to avoid that problem is to do a little training before you go anywhere if you are not already on a current training program.
Pic via crossfit.com
CrossFit is a military style cross-training program and I have been working with for it about a month now. Even after being a dedicated gym rat for the past couple years, I am already seeing results.
This training philisophy has been around for a while now, but it is starting to get a lot of media coverage lately.
CrossFit.com is a great resource with training videos, a daily work-out-of-the-day, or WOD, and a community of participants.
There are CrossFit gyms around the country if you need that extra motivation, if not check out the website and try some for yourself.